A busy day in FX. Dollar-yen realized vol moved from +4.2% to +9.1%, 16.9 times its normal pace. NZD/USD extended to +3.3% on the month (from +2.3%).
16.9× its usual move
Dollar-yen realized vol moved from +4.2% to +9.1%, 16.9 times its normal pace. Aussie-dollar realized vol moved from +5.3% to +6.9%.
3.2× its usual move
Dollar-lira realized vol moved from +0.9% to +1.1%, 3.2 times its normal pace. Dollar-rand realized vol moved from +11.9% to +12.9%.
2.0× its usual move
NZD/USD extended to +3.3% on the month (from +2.3%).
1.8× its usual move
USD/JPY swung from +1.2% to -2.7% on the month, its biggest move since March 19. USD/CAD moved from -0.7% to -1.4%.
Quiet (0.9×)
The dollar moved from -0.6% to -0.2%. The broad dollar index went from 121 to 120.